+76.7%
TECK vs ALC
-13.8%
+90.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +4.6% | -0.1% | +4.7% | +4.5% |
| 3M | +2.8% | +5.9% | -3.0% | +0.1% |
| 6M | +24.9% | -15.9% | +40.8% | +33.7% |
| YTD | +44.7% | -10.1% | +54.9% | +50.2% |
| 1Y | +112.0% | -10.2% | +122.2% | +119.3% |
| All | +76.7% | -13.8% | +90.5% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling